A Second-Order Difference Scheme for the Penalized...

Computational Economics 2012 / 06 Vol. 40; Iss. 1

A Second-Order Difference Scheme for the Penalized Black–Scholes Equation Governing American Put Option Pricing

Zhongdi Cen, Anbo Le, Aimin Xu
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Volume:
40
Language:
english
Pages:
14
DOI:
10.1007/s10614-011-9268-9
Date:
June, 2012
File:
PDF, 814 KB
english, 2012
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